+314.6%
SPYM vs FHN
+129.4%
+185.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | -1.6% | -2.6% | +1.0% | -1.0% |
| 3M | +4.7% | +0.8% | +3.9% | +4.4% |
| 6M | +12.6% | +9.2% | +3.3% | +9.9% |
| YTD | +11.8% | +5.1% | +6.7% | +10.0% |
| 1Y | +17.5% | +12.2% | +5.3% | +13.5% |
| 3Y | +77.0% | +132.4% | -55.4% | +41.3% |
| 5Y | +82.6% | +91.1% | -8.5% | +43.8% |
| All | +314.6% | +129.4% | +185.1% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling